Fixed Income Securities

Fixed Income Securities by Pietro Veronesi. Download in PDF, EPUB, and Mobi Format for read it on your Kindle device, PC, phones or tablets. Handbook Of Fixed Income Securities books. Click Download for free ebooks.

Handbook Of Fixed Income Securities

Wit and Mirth  Or  Pills to Purge Melancholy
Author: Pietro Veronesi
Publisher: John Wiley & Sons
ISBN: 1118709195
Size: 52.78 MB
Format: PDF, ePub
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A comprehensive guide to the current theories and methodologies intrinsic to fixed-income securities Written by well-known experts from a cross section of academia and finance, Handbook of Fixed-Income Securities features a compilation of the most up-to-date fixed-income securities techniques and methods. The book presents crucial topics of fixed income in an accessible and logical format. Emphasizing empirical research and real-life applications, the book explores a wide range of topics from the risk and return of fixed-income investments, to the impact of monetary policy on interest rates, to the post-crisis new regulatory landscape. Well organized to cover critical topics in fixed income, Handbook of Fixed-Income Securities is divided into eight main sections that feature: • An introduction to fixed-income markets such as Treasury bonds, inflation-protected securities, money markets, mortgage-backed securities, and the basic analytics that characterize them • Monetary policy and fixed-income markets, which highlight the recent empirical evidence on the central banks’ influence on interest rates, including the recent quantitative easing experiments • Interest rate risk measurement and management with a special focus on the most recent techniques and methodologies for asset-liability management under regulatory constraints • The predictability of bond returns with a critical discussion of the empirical evidence on time-varying bond risk premia, both in the United States and abroad, and their sources, such as liquidity and volatility • Advanced topics, with a focus on the most recent research on term structure models and econometrics, the dynamics of bond illiquidity, and the puzzling dynamics of stocks and bonds • Derivatives markets, including a detailed discussion of the new regulatory landscape after the financial crisis and an introduction to no-arbitrage derivatives pricing • Further topics on derivatives pricing that cover modern valuation techniques, such as Monte Carlo simulations, volatility surfaces, and no-arbitrage pricing with regulatory constraints • Corporate and sovereign bonds with a detailed discussion of the tools required to analyze default risk, the relevant empirical evidence, and a special focus on the recent sovereign crises A complete reference for practitioners in the fields of finance, business, applied statistics, econometrics, and engineering, Handbook of Fixed-Income Securities is also a useful supplementary textbook for graduate and MBA-level courses on fixed-income securities, risk management, volatility, bonds, derivatives, and financial markets. Pietro Veronesi, PhD, is Roman Family Professor of Finance at the University of Chicago Booth School of Business, where he teaches Masters and PhD-level courses in fixed income, risk management, and asset pricing. Published in leading academic journals and honored by numerous awards, his research focuses on stock and bond valuation, return predictability, bubbles and crashes, and the relation between asset prices and government policies.
Fixed Income Securities
Language: en
Pages: 478
Authors: Sunil Kumar Parameswaran
Categories: Business & Economics
Type: BOOK - Published: 2019-11-18 - Publisher: Walter de Gruyter GmbH & Co KG
Fixed Income Securities covers the entire gamut of fixed income products, from plain vanilla bonds to interest rate derivatives and mortgage-backed securities. With helpful numerical illustrations and explanations on the use of specific functions in Excel, this book presents essential constructs and concepts, with a simultaneous focus on practical applications
Handbook of Fixed-Income Securities
Language: en
Pages: 632
Authors: Pietro Veronesi
Categories: Business & Economics
Type: BOOK - Published: 2016-04-04 - Publisher: John Wiley & Sons
A comprehensive guide to the current theories and methodologies intrinsic to fixed-income securities Written by well-known experts from a cross section of academia and finance, Handbook of Fixed-Income Securities features a compilation of the most up-to-date fixed-income securities techniques and methods. The book presents crucial topics of fixed income in
The Handbook of Fixed Income Securities, Chapter 20 - Emerging Markets Debt
Language: en
Pages: 33
Authors: Frank Fabozzi, Frank J. Fabozzi
Categories: Business & Economics
Type: BOOK - Published: 2005-04-15 - Publisher: McGraw Hill Professional
From The Handbook of Fixed Income Securities--the most authoritative, widely read reference in the global fixed income marketplace--comes this sample chapter. This comprehensive survey of current knowledge features contributions from leading academics and practitioners and is not equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh
Fixed-Income Securities
Language: en
Pages: 662
Authors: Lionel Martellini, Philippe Priaulet, Stéphane Priaulet
Categories: Business & Economics
Type: BOOK - Published: 2005-09-27 - Publisher: John Wiley & Sons
This textbook will be designed for fixed-income securities courses taught on MSc Finance and MBA courses. There is currently no suitable text that offers a 'Hull-type' book for the fixed income student market. This book aims to fill this need. The book will contain numerous worked examples, excel spreadsheets, with
Modeling Fixed-income Securities and Interest Rate Options
Language: en
Pages: 349
Authors: Robert A. Jarrow
Categories: Business & Economics
Type: BOOK - Published: 2002 - Publisher: Stanford University Press
This text seeks to teach the basics of fixed-income securities in a way that requires a minimum of prerequisites. Its approach - the Heath Jarrow Morton model - under which all other models are presented as special cases, aims to enhance understanding while avoiding repetition.
The Handbook of Fixed Income Securities, Chapter 37 - Valuation of Bonds with Embedded Options
Language: en
Pages: 25
Authors: Frank Fabozzi, Frank J. Fabozzi
Categories: Business & Economics
Type: BOOK - Published: 2005-04-15 - Publisher: McGraw Hill Professional
From The Handbook of Fixed Income Securities--the most authoritative, widely read reference in the global fixed income marketplace--comes this sample chapter. This comprehensive survey of current knowledge features contributions from leading academics and practitioners and is not equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh
The Handbook of Fixed Income Securities, Chapter 41 - The Market Yield Curve and Fitting the Term Structure of Interest Rates
Language: en
Pages: 30
Authors: Frank Fabozzi, Frank J. Fabozzi
Categories: Business & Economics
Type: BOOK - Published: 2005-04-15 - Publisher: McGraw Hill Professional
From The Handbook of Fixed Income Securities--the most authoritative, widely read reference in the global fixed income marketplace--comes this sample chapter. This comprehensive survey of current knowledge features contributions from leading academics and practitioners and is not equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh
The Handbook of Fixed Income Securities, Chapter 1 - Overview of the Types and Features of Fixed Income Securities
Language: en
Pages:
Authors: Frank Fabozzi, Frank J. Fabozzi
Categories: Business & Economics
Type: BOOK - Published: 2005-04-15 - Publisher: McGraw Hill Professional
From The Handbook of Fixed Income Securities--the most authoritative, widely read reference in the global fixed income marketplace--comes this sample chapter. This comprehensive survey of current knowledge features contributions from leading academics and practitioners and is not equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh
The Handbook of Fixed Income Securities, Chapter 18 - International Bond Markets and Instruments
Language: en
Pages: 19
Authors: Frank Fabozzi, Frank J. Fabozzi
Categories: Business & Economics
Type: BOOK - Published: 2005-04-15 - Publisher: McGraw Hill Professional
From The Handbook of Fixed Income Securities--the most authoritative, widely read reference in the global fixed income marketplace--comes this sample chapter. This comprehensive survey of current knowledge features contributions from leading academics and practitioners and is not equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh
The Handbook of Fixed Income Securities, Chapter 10 - U.S. Treasury and Agency Securities
Language: en
Pages: 24
Authors: Frank Fabozzi, Frank J. Fabozzi
Categories: Business & Economics
Type: BOOK - Published: 2005-04-15 - Publisher: McGraw Hill Professional
From The Handbook of Fixed Income Securities--the most authoritative, widely read reference in the global fixed income marketplace--comes this sample chapter. This comprehensive survey of current knowledge features contributions from leading academics and practitioners and is not equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh